Separate the leaves from the radicchio heads, tear them into large bite-size pieces, and soak in a bowl of cold water for 1 hour, so they become crisp. Drain and dry in a salad spinner. Spread the radicchio on a large cotton dish towel (not terry cloth) or on several sheets of paper towel. Roll up like a jelly roll and place in a large plastic bag. Refrigerate until ready to use. (This can be done up to 2 days in advance.)

To make the dressing, in a blender, combine the olive oil, vinegar, mayonnaise, egg yolk, anchovy paste, garlic, sugar, and pepper and process until emulsified. Alternatively, whisk together the ingredients in a medium bowl until emulsified. Transfer to a jar with a tight-fitting lid and refrigerate until ready to use. (The dressing can be made up to 1 day in advance.)

To make the croutons, position a rack in the center of the oven. Preheat the oven to 400°F. Arrange the bread cubes in a single layer on a rimmed baking sheet and bake until golden brown on all sides, about 8 minutes. Transfer to a large bowl and set aside. In a small sautŽ pan over medium heat, melt the butter. Add the rosemary and sage and sautŽ until the herbs are fragrant and lightly toasted, about 2 minutes. Pour the butter mixture over the croutons and toss to coat. Set aside until ready to use. (The croutons can be made up to 1 day in advance and stored in an airtight container at room temperature.)

When ready to serve, place the radicchio in a large salad bowl. Give the dressing a last minute shake and pour over the salad. Toss gently until the leaves are well coated. Sprinkle with the Parmesan cheese and add the croutons and a few grinds of pepper. Toss gently to combine and serve immediately.

Cook's note
If you prefer not to use a raw egg yolk in the dressing, replace it with 1 additional tablespoon extra-virgin olive oil. Raw eggs in any form should not be served to young children, the elderly, pregnant women, or anyone with a compromised immune system.